Make the Internet Explorer Status Bar Stick
instructions are for locking it permanently:
First follow the previous instructions for displaying
the status bar.
Click Start | Run and type
regedit to open the registry editor.
HKEY Current User\Software\Microsoft\Internet Explorer\Main.
Click the Edit menu and click Permissions.
One at a time, highlight each name in the list and
click the Edit button.
For each, check Deny on the Set value row and click
OK. Do this for each name, including Administrators and System.
Close the registry editor.
nothing can ever get rid of your IE status bar again.